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Symphonies
XLI Sort
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Tactical Industrials plan: buy 5 recent laggards in the sector when the trend is healthy or deeply oversold; hide in gold or T-bills when trend is weak; during short-term overheats, use a volatility hedge (UVXY). Rebalanced daily.
NutHow it works
It watches the U.S. Industrials sector ETF (XLI). Most days it buys 5 recent laggards from a list of big industrial stocks/ETFs, expecting a short-term bounce. “Hot” or “cold” is judged by simple gauges: RSI (a short-term speed meter) and 50/200-day averages. If XLI gets extremely hot short term (RSI very high), it briefly switches to a volatility hedge (UVXY). If XLI looks weak and not oversold, it goes defensive in gold (GLD) or cash-like T-bills (BIL), whichever ticked up lately. Rebalanced daily; includes a 3x ETF (DUSL), so swings can be large.
CheckmarkValue prop
Outperform the S&P 500 with a risk-aware Industrials strategy: oos annualized return ~35%, Sharpe ~1.0, Calmar ~1.42, alpha ~0.20%. Captures upside in cycles while managing risk with hedges and regime rules.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.340.70.130.37
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
161.8%18.81%1.36%5.73%1.08
XLI Sort
906.84%51.23%1.85%5.51%1.41
Initial Investment
$10,000.00
Final Value
$100,684.24
Regulatory Fees
$556.24
Total Slippage
$3,654.70
Invest in this strategy
OOS Start Date
Dec 4, 2024
Trading Setting
Daily
Type
Stocks
Category
Industrials, mean reversion, tactical, volatility hedge, risk-off, daily rebalancing
Tickers in this symphonyThis symphony trades 0 assets in total
Ticker
Type

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"XLI Sort" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"XLI Sort" is currently allocated toPAYX, CPRT, PAYC, URIandAXON. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "XLI Sort" has returned 35.15%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "XLI Sort" is 24.69%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "XLI Sort", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, crypto, and options.